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Diffusion approximations for double-ended queues with reneging in heavy traffic
16 references·1 citing·41 second hop
Diffusion approximations for double-ended queues with reneging in heavy traffic (2018)Diffusion approximations for double-ended…On the Dynamic Control of Matching Queues (2014)On the Dynamic Control of Mat…Queues with Many Servers and Impatient Customers (2012)Queues with Many Servers and …Many-server diffusion limits for G/Ph/n+GI queues (2010)Many-server diffusion limits …Fluid limits of many-server queues with reneging (2010)Fluid limits of many-server q…Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Martingale proofs of many-ser…Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Martingale proofs of many-ser…Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Validity of heavy traffic ste…Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue (2005)Call Centers with Impatient C…A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging (2005)A Diffusion Approximation for…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…A Diffusion Approximation for a Markovian Queue with Reneging (2003)A Diffusion Approximation for…Designing a Call Center with Impatient Customers (2002)Designing a Call Center with …Modeling the transplant waiting list: A queueing model with reneging (1999)Modeling the transplant waiti…Existence and Uniqueness of Semimartingale Reflecting Brownian Motions in Convex Polyhedrons (1996)Existence and Uniqueness of S…Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…Some Problems in the Theory of Queues (1951)Some Problems in the Theory o…Optimal Control of a Time-Varying Double-Ended Production Queueing Model (2019)Optimal Control of a Time-Var…Brownian Motion and Stochastic Flow Systems. (1987)Stochastic Modeling and the Theory of Queues (1989)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments (2004)On the transition densities for reflected diffusions (2005)Staffing a Call Center with Uncertain Arrival Rate and Absenteeism (2006)Central limit theorems for local martingales (1980)Queue-and-Idleness-Ratio Controls in Many-Server Service Systems (2009)Law of large numbers limits for many-server queues (2010)Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics (2018)Heavy-Traffic Limits for Queues with Many Exponential Servers (1981)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Statistical Analysis of a Telephone Call Center (2005)Call center outsourcing: Coordinating staffing level and service quality (2008)The Impact of Delay Announcements in Many-Server Queues with Abandonment (2008)Open Queueing Networks in Heavy Traffic (1984)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)Fundamentals of Queueing Networks (2001)Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic (2009)Diffusion models and steady-state approximations for exponentially ergodic markovian queues (2013)Stein’s method for steady-state diffusion approximations of $M/\mathit{Ph}/n+M$ systems (2017)The single server queue in heavy traffic (1961)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Point Processes and Queues (1981)Limit Theorems for Stochastic Processes (1987)Continuous Martingales and Brownian Motion (1999)Heavy traffic resource pooling in parallel‐server systems (1999)Scheduling Flexible Servers with Convex Delay Costs: Heavy-Traffic Optimality of the Generalized cμ-Rule (2004)Pricing and Matching with Forward-Looking Buyers and Sellers (2019)Optimal dynamic matching (2020)Facilitating the Search for Partners on Matching Platforms (2021)Proceedings of the 2002 Winter Simulation Conference (2002)Dimensioning Large Call Centers (2004)Foundations and Implications of a Proposed Unified Services Theory (2006)On Queueing Processes with Bulk Service (1954)On Queues in Heavy Traffic (1962)Control Techniques for Complex Networks (2007)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Microstructure noise in the continuous case: The pre-averaging approach (2008)Tails, Fears, and Risk Premia (2011)
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References

  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 1951Some Problems in the Theory of Queues653 cited
  • 2002Designing a Call Center with Impatient Customers576 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 2005Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue275 cited
  • 2007Martingale proofs of many-server heavy-traffic limits for Markovian queues183 cited
  • 2003A Diffusion Approximation for a Markovian Queue with Reneging166 cited
  • 2007Martingale proofs of many-server heavy-traffic limits for Markovian queues155 cited
  • 2006Validity of heavy traffic steady-state approximations in generalized Jackson networks146 cited
  • 2014On the Dynamic Control of Matching Queues136 cited
  • 2005A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging121 cited
  • 2012Queues with Many Servers and Impatient Customers118 cited
  • 2010Fluid limits of many-server queues with reneging113 cited
  • 1999Modeling the transplant waiting list: A queueing model with reneging108 cited
  • 1996Existence and Uniqueness of Semimartingale Reflecting Brownian Motions in Convex Polyhedrons104 cited

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  • 2010Many-server diffusion limits for G/Ph/n+GI queues100 cited
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    • 2019Optimal Control of a Time-Varying Double-Ended Production Queueing Model21 cited